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Trade: AAVE/USDT/240/ZLMA/VWAP/2395

Strategy
AAVE/USDT/240/ZLMA/VWAP/2395
Pair
AAVE_USDT
Interval
4h
Score
332077
Daily Profit
0.331365
Profit Factor
1.374408
Profitability
44.198895
Streak
0.000000
Best Strategy
Training Data Length
1816.330000
Evaluation Time
2025-10-05 09:30
Expiration Time
2025-11-28 17:45

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 41891.077 354490.0867 -312599.0097 -2227231.1036 -42823671.1753 40596440.0717
Total P&L (%) 41.8911 354.4901 -312.599 -2227.2311 -42823.6712 40596.4401
Avg Daily Profit (%) 0.0231 0.1952 -0.1721 0 0 0.3314
Buy And Hold Return (%) 302.9487 302.9487 302.9487 302.9487 302.9487 302.9487
Max Trade Drawdown -474840 -85353 -463006 -70244871 -54946802 -30220603
Profit Factor 1.0269 1.6897 0.7008 0.9905 0.6598 1.3744
Total Trades 362 181 181 362 181 181
Winning Trades 208 106 102 158 78 80
Losing Trades 154 75 79 204 103 101
Profitability (%) 57.4586 58.5635 56.3536 43.6464 43.0939 44.1989
Ratio Avg Win / Avg Loss 0.7603 1.1955 0.5428 1.2789 0.8713 1.7352
Largest Winning Trade 44681 37862 44681 36857539 14688789 36857539
Largest Losing Trade -463006 -41629 -463006 -10698979 -10698979 -7341688
Avg Bars in Trades 29 29 28 29 29 28
Avg Bars in Winners 24 24 24 33 35 30
Avg Bars in Losers 35 37 33 25 24 27
Bars Traded 10533 5328 5205 10533 5328 5205
Profit Streak 2.6048 0 13.6048 0 43.7714 0
Trades During Streak 1 0 1 0 6 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -518846 -101397 -578683 -579411 -581223 332077
Evaluation Data
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10898,
    "evaluation_days": 1816.33,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759645851643,
    "expiration_time": 1764344736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 63
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            41891.0769671245,
            354490.0866723888,
            -312599.0097052642,
            -2227231.103589912,
            -42823671.175322995,
            40596440.07173308
        ],
        [
            41.891077,
            354.490087,
            -312.59901,
            -2227.231104,
            -42823.671175,
            40596.440072
        ],
        [
            0.023064,
            0.195168,
            -0.172105,
            0,
            0,
            0.331365
        ],
        [
            302.948709,
            302.948709,
            302.948709,
            302.948709,
            302.948709,
            302.948709
        ],
        [
            -474840,
            -85353,
            -463006,
            -70244871,
            -54946802,
            -30220603
        ],
        [
            1.026873,
            1.689673,
            0.700813,
            0.990494,
            0.659809,
            1.374408
        ],
        [
            362,
            181,
            181,
            362,
            181,
            181
        ],
        [
            208,
            106,
            102,
            158,
            78,
            80
        ],
        [
            154,
            75,
            79,
            204,
            103,
            101
        ],
        [
            57.458564,
            58.563536,
            56.353591,
            43.646409,
            43.093923,
            44.198895
        ],
        [
            0.760281,
            1.195523,
            0.542786,
            1.278866,
            0.871286,
            1.73519
        ],
        [
            44681,
            37862,
            44681,
            36857539,
            14688789,
            36857539
        ],
        [
            -463006,
            -41629,
            -463006,
            -10698979,
            -10698979,
            -7341688
        ],
        [
            29,
            29,
            28,
            29,
            29,
            28
        ],
        [
            24,
            24,
            24,
            33,
            35,
            30
        ],
        [
            35,
            37,
            33,
            25,
            24,
            27
        ],
        [
            10533,
            5328,
            5205,
            10533,
            5328,
            5205
        ],
        [
            2.604764,
            0,
            13.604764,
            0,
            43.771431,
            0
        ],
        [
            1,
            0,
            1,
            0,
            6,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -518846,
            -101397,
            -578683,
            -579411,
            -581223,
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        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "AAVE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 10898,
    "evaluation_days": 1816.33,
    "actual_first_datapoint_time": 1602720000000,
    "first_datapoint_time": 1605916800000,
    "last_datapoint_time": 1759636800000,
    "evaluation_time": 1759645851643,
    "expiration_time": 1764344736000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "zlma",
        "factors": {
            "length": 223,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 63
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)